I store my walkthroughs in a drawer in my computer desk. It has hanging file folders. Very neat. If you don't have a file sized drawer, those 'put together yourself' file sized boxes available at most office stores (I get mine at Costco). They work great for filing tons of walkthroughs.

Or if you have access to a business or a school, they have lots of boxes that blank paper came in. Perfect for filing stuff (they might give them to you for free if you ask). Heavy cardboard with lids and you can't beat the price.